================= Trade Equity LC 3 ================= This is the third of four explorations built to report various trading system statistics on multiple stocks using the 'Trade Equity LC' indicator as a reference. {Trade Equity LC 3} {© 2003 Roy Larsen} {rlarsen@man.quik.co.nz} Column A: $Max DD ---8<--------------------------- {Maximum open trade drawdown} Nd:=FmlVar("Trade Equity LC","Nd"); LowestSince(1,Cum(Abs(Nd)>-1)=1,Nd); ---8<--------------------------- Column B: $MaxProf ---8<--------------------------- {Maximum open trade profit} Nd:=FmlVar("Trade Equity LC","Nd"); HighestSince(1,Cum(Abs(Nd)>-1)=1,Nd); ---8<--------------------------- Column C: Win Bars ---8<--------------------------- {Total bars in winning trades} En:=FmlVar("Trade Equity LC","En"); Xs:=FmlVar("Trade Equity LC","Xs"); I :=Cum(En>-1)=2; Cum((Xs>0)*(1+BarsSince(I OR En))); ---8<--------------------------- Column D: LoseBars ---8<--------------------------- {Total bars in losing trades} En:=FmlVar("Trade Equity LC","En"); Ex:=FmlVar("Trade Equity LC","Ex"); Lb:=FmlVar("Trade Equity LC","Lb"); Xs:=FmlVar("Trade Equity LC","Xs"); I :=Cum(En>-1)=2; Cum(If(Xs<=0 AND (Ex OR Lb),BarsSince(I OR En)+1,0)); ---8<--------------------------- Column E: CnscWin ---8<--------------------------- {Maximum consecutive winning trades} Ex:=FmlVar("Trade Equity LC","Ex"); Lb:=FmlVar("Trade Equity LC","Lb"); Xs:=FmlVar("Trade Equity LC","Xs"); I :=Cum(Ex>-1)=2; Up:=Xs>0; Dn:=Xs<=0 AND (Ex OR Lb); Ca:=BarsSince(I OR Up)-1)=2; Up:=Xs>0; Dn:=Xs<=0 AND (Ex OR Lb); Ca:=BarsSince(I OR Dn)